+304.9%
AEM vs TXG
-62.8%
+367.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.5% | +1.5% |
| 7D | -2.1% | +9.5% | -11.6% | -3.1% |
| 30D | +8.4% | +18.8% | -10.3% | +6.4% |
| 3M | +27.3% | +136.1% | -108.8% | +16.0% |
| 6M | -9.7% | +235.2% | -244.9% | -20.7% |
| YTD | +19.0% | +320.5% | -301.6% | +2.4% |
| 1Y | +31.5% | +425.2% | -393.7% | +10.8% |
| 3Y | +338.7% | +42.9% | +295.8% | +302.8% |
| All | +304.9% | -62.8% | +367.6% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling